In this paper we obtain the rate of convergence to equilibrium of a class of interacting marked point processes, introduced by Kerstan, in two different situations. Indeed, we prove the exponential and subexponential ergodicity of such a class of stochastic processes. Our results are an extension of the corresponding results in a paper by Bremaud, Nappo and Torrisi (JAP, 2002). The generality of the dynamics which we take into account allows the application to the so-called loss networks, and multivariate birth-and-death processes.

A class of interacting marked point processes: rate of convergence to equilibrium

Torrisi GL
2002

Abstract

In this paper we obtain the rate of convergence to equilibrium of a class of interacting marked point processes, introduced by Kerstan, in two different situations. Indeed, we prove the exponential and subexponential ergodicity of such a class of stochastic processes. Our results are an extension of the corresponding results in a paper by Bremaud, Nappo and Torrisi (JAP, 2002). The generality of the dynamics which we take into account allows the application to the so-called loss networks, and multivariate birth-and-death processes.
2002
Istituto Applicazioni del Calcolo ''Mauro Picone''
39
137
160
processi di punto
teoria delle code
teoria del rinnovo
Si tratta di un lavoro di ricerca in teoria della probabilita' con una applicazione in teoria delle code.
1
info:eu-repo/semantics/article
262
Torrisi, Gl
01 Contributo su Rivista::01.01 Articolo in rivista
none
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/157832
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